Optimal alarm systems for autoregressive processes. A Bayesian approach
type: Item
instance of: scholarly article
title: Optimal alarm systems for autoregressive processes. A Bayesian approach
zbMATH Open document ID: 0825.62701
DOI: 10.1016/0167-9473(90)90012-7
published in: Computational Statistics and Data Analysis
publication date: 1995-08-17T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 787426
zbMATH Keywords: autoregressive processes
zbMATH Keywords: Bayesian prediction
zbMATH Keywords: level crossing
zbMATH Keywords: optimal alarm policy
zbMATH Keywords: predictive distributions
author: M. Antonia Amaral-Turkman
author: Feridun Turkman
MaRDI profile type: Publication
full work available at URL: 0167-9473(90)90012-7
OpenAlex ID: W2317719810
Wikidata QID: Q58650846
cites work: Optimal estimates of predictive distributions
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cites work: Optimal prediction of catastrophes with applications to Gaussian processes
description: scientific article; zbMATH DE number 787426